I am trying to build a screener based on monthly ATR. since I cannot use monthly time frame, I coded an indicator for the weekly timeframe which i intend to use as a function .
I think that the problem is that ProScreener have a max history of 254 bars available. So it’s possible that the data is not sufficient for your monthly ATR to be calculated. On which timeframe on ProScreener did you test the code? Did you try to include the code directly into the screener code rather than using it with a CALL instruction?
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